I'm not quite sure what we could do to make that any more explicit, maybe add a → to the right of the link? Make 'Migrated' the link instead? But as pointed out in comments:
Typically, moderators are the only people to see the link, as they need to be able to access the original question in cases where a migration needs to be reversed and cleared
The only non-moderators that would see the question are those coming from the migrated question on the destination site.
I really don't see that it's worth it, since the only people seeing the link either (1) know where it leads, or (2) have been where it leads. It's not a bad idea, but in the absence of more confusion about where it goes, I don't think the change would pass the cost to benefit test. Remember, the engine is now almost fully localized, so every string (or bit of text) must also be updated in translations.